+97.4%
STM vs ONTO
+167.3%
-69.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -3.0% |
| 7D | +5.2% | +9.7% | -4.4% | +0.2% |
| 30D | -7.4% | -8.8% | +1.5% | -3.8% |
| 3M | -30.6% | +4.5% | -35.1% | -33.8% |
| 6M | +66.4% | +56.4% | +10.0% | +34.7% |
| YTD | +101.1% | +78.1% | +23.1% | +54.7% |
| 1Y | +97.4% | +171.3% | -73.9% | +31.1% |
| All | +97.4% | +167.3% | -69.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling